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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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ARCH model
Volatility
Estimation
250
Schätzung
250
Capital income
80
Kapitaleinkommen
80
Börsenkurs
75
Share price
75
Volatilität
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Welt
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Narayan, Paresh Kumar
4
Brooks, Robert
3
Bley, Jorg
2
Bouri, Elie
2
Faff, Robert W.
2
Filis, George
2
Floros, Christos
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Hou, Ai Jun
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Liu, Ruipeng
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McKenzie, Michael D.
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Sosvilla-Rivero, Simón
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1
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1
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1
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1
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1
Carroll, Rachael
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1
Chang, Shu-Lien
1
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Journal of international financial markets, institutions & money
Journal of econometrics
204
Applied economics
150
Energy economics
150
Finance research letters
150
Economic modelling
133
International review of economics & finance : IREF
127
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of empirical finance
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Journal of banking & finance
100
Applied economics letters
94
Economics letters
89
Working paper / National Bureau of Economic Research, Inc.
89
Applied financial economics
87
Working paper
86
Discussion paper / Tinbergen Institute
85
NBER working paper series
81
Research in international business and finance
79
NBER Working Paper
76
The journal of futures markets
73
Journal of international money and finance
72
International journal of forecasting
67
Journal of risk and financial management : JRFM
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
The European journal of finance
61
CESifo working papers
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Econometric reviews
54
International journal of finance & economics : IJFE
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Discussion paper / Centre for Economic Policy Research
51
Econometric theory
50
International journal of economics and financial issues : IJEFI
47
Quantitative finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
International Journal of Energy Economics and Policy : IJEEP
43
Journal of forecasting
42
International journal of economics and finance
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ECONIS (ZBW)
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61
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 42-65
Persistent link: https://www.econbiz.de/10009726475
Saved in:
62
Asymmetry effects of shocks in Chinese stock markets volatility : a generalized additive nonparametric approach
Hou, Ai Jun
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 12-32
Persistent link: https://www.econbiz.de/10009707516
Saved in:
63
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
64
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Saved in:
65
Commodity volatility breaks
Vivian, Andrew
;
Wohar, Mark E.
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 395-422
Persistent link: https://www.econbiz.de/10009581694
Saved in:
66
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
67
Pricing currency risk in the stock market : evidence from Finland and Sweden ; 1970 - 2009
Antell, Jan
;
Vaihekoski, Mika
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 120-136
Persistent link: https://www.econbiz.de/10009540834
Saved in:
68
The integration of the credit default swap markets during the US subprime crisis : dynamic correlation analysis
Wang, Ping
;
Moore, Tomoe
- In:
Journal of international financial markets, …
22
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009540854
Saved in:
69
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
Saved in:
70
The effect of financial liberalization on stock-return volatility in GCC markets
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
21
(
2011
)
5
,
pp. 662-685
Persistent link: https://www.econbiz.de/10009504850
Saved in:
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